#### LSE Methods Summer Programme 2019

London School of Economics and Political Science

Kenneth Benoit (kbenoit@lse.ac.uk), Department of Methodology, LSE

Slava Jankin Mikhaylov (jankin@hertie-school.org), Data Science Lab, Hertie School, Berlin

Jack Blumenau (j.blumenau@ucl.ac.uk), Department of Political Science, UCL

Gökhan Çiflikli (g.ciflikli@lse.ac.uk), Department of Methodology, LSE

This repository contains the class materials for the Research Methods, Data Science, and Mathematics course *ME314 Introduction to Data Science and Machine Learning* taught in July-August 2019 by Kenneth Benoit, Slava Mikhaylov, Jack Blumenau, and Gokhan Ciflikli.

### Quick links to topics

Day | Date | Instructor | Topic |
---|---|---|---|

1 | Mo 29 Jul | KB | Overview and introduction to data science |

2 | Tu 30 Jul | KB | The Shape of Data |

3 | We 31 Aug | KB | Working with Databases |

4 | Th 1 Aug | KB | Linear Regression |

5 | Mo 5 Aug | SM | Classification |

6 | Tue 6 Aug | SM | Non-linear models and tree-based methods |

7 | Wed 7 Aug | GC | Resampling methods, model selection and regularization |

8 | Th 8 Aug | KB | Unsupervised learning and dimensional reduction |

9 | Mo 12 Aug | JB | Text analysis |

10 | Tu 13 Aug | GC | Text classification and scaling |

11 | We 14 Aug | JB | Topic modelling |

12 | Th 15 Aug | JB | Data from the Web |

13 | Fr 16 Aug | Final Exam |

### Overview

Data Science and Big Data Analytics are exciting new areas that combine scientific inquiry, statistical knowledge, substantive expertise, and computer programming. One of the main challenges for businesses and policy makers when using big data is to find people with the appropriate skills. Good data science requires experts that combine substantive knowledge with data analytical skills, which makes it a prime area for social scientists with an interest in quantitative methods.

This course integrates prior training in quantitative methods (statistics) and coding with substantive expertise and introduces the fundamental concepts and techniques of Data Science and Big Data Analytics.

Typical students will be advanced undergraduate and postgraduate students from any field requiring the fundamentals of data science or working with typically large datasets and databases. Practitioners from industry, government, or research organisations with some basic training in quantitative analysis or computer programming are also welcome. Because this course surveys diverse techniques and methods, it makes an ideal foundation for more advanced or more specific training. Our applications are drawn from social, political, economic, legal, and business and marketing fields.

### Objectives

This course aims to provide an introduction to the data science approach to the quantitative analysis of data using the methods of statistical learning, an approach blending classical statistical methods with recent advances in computational and machine learning. We will cover the main analytical methods from this field with hands-on applications using example datasets, so that students gain experience with and confidence in using the methods we cover. We also cover data preparation and processing, including working with structured databases, key-value formatted data (JSON), and unstructured textual data. At the end of this course students will have a sound understanding of the field of data science, the ability to analyse data using some of its main methods, and a solid foundation for more advanced or more specialised study.

The course will be delivered as a series of morning lectures, followed by lab sessions in the afternoon where students will apply the lessons in a series of instructor-guided exercises using data provided as part of the exercises. The course will cover the following topics:

- an overview of data science and the challenge of working with big data using statistical methods
- how to integrate the insights from data analytics into knowledge generation and decision-making
- how to acquire data, both structured and unstructured, and to process it, store it, and convert it into a format suitable for analysis
- approaches to normalising data, using a database manager (SQLite), and working with SQL database queries
- the basics of statistical inference including probability and probability distributions, modelling, experimental design
- an overview of classification methods and related methods for assessing model fit and cross-validating predictive models
- supervised learning approaches, including linear and logistic regression, decision trees, and naïve Bayes
- unsupervised learning approaches, including clustering, association rules, and principal components analysis
- quantitative methods of text analysis, including mining social media and other online resources
- social network analysis, covering the basics of social graph data and analysing social networks
- data visualisation through a variety of graphs.

### Prerequisites

Students should already be familiar with quantitative methods at an introductory level, up to linear regression analysis. Familiarity with computer programming or database structures is a benefit, but not formally required.

### Preparing for the course

While we have also made a cloud server available to you for working with all of the assignments, if you want to use these locally or after the course, we recommend that you download and install R and RStudio on your computer.

**Detailed instructions can also be found here for installing the tools you need and working with the lab materials.**

If you are not already familiar with R, we strongly encourage you to attempt to become familiar before the start of the course. That way, you will spend much less time become familiar with the tools, and be able to focus more on the methods. The following links provide a basic introduction to R, which you can study at your own pace before the course begins.

*An Introduction to R*.- Data Camp R tutorials.
- Data Camp R Markdown tutorials, first chapter.
- R Codeschool.

We strongly recommend you spend some of July and August before the course working through the following materials:

- Garrett Grolemund and Hadley Wickham (2016)
*R for Data Science*, O’Reilly Media. Note: Online version is available from the authors’ page here. - James et al. (2013)
*An Introduction to Statistical Learning: With applications in R*, Springer, Chapters 1–2. Note: The book is available from the authors’ page here.

If you start preparing for the course (with the above materials) using your own laptop, it may be more convenient for you to continue using it during the summer school.

### Important Specifics

#### Computer Software

Computer-based exercises will feature prominently in the course, especially in the lab sessions. The use of all software tools will be explained in the sessions, including how to download and install them. All of the class work will be done using R, using publicly available packages.

#### Main Texts

The primary texts are:

- James et al. (2013)
*An Introduction to Statistical Learning: With applications in R*, Springer. Note: The book is available from the authors’ page here. - Garrett Grolemund and Hadley Wickham (2016)
*R for Data Science*, O’Reilly Media. Note: Online version is available from the authors’ page here. - Zumel, N. and Mount, J. (2014).
*Practical Data Science with R*. Manning Publications.

The following are supplemental texts which you may also find useful:

- Lantz, B. (2013).
*Machine Learning with R*. Packt Publishing. - Lesmeister, C. (2015).
*Mastering Machine Learning with R*. Packt Publishing. - Conway, D. and White, J. (2012)
*Machine Learning for Hackers*. O’Reilly Media. - Leskovec, J., Rajaraman, A. and Ullman, J. (2011).
*Mining of Massive Datasets*. Cambridge University Press. - Zafarani, R., Abbasi, M. A. and Liu, H. (2014)
*Social Media Mining: An introduction*. Cambridge University Press. - Hastie et al. (2009)
*The Elements of Statistical Learning: Data mining, inference, and prediction*. Springer. Note: The book is available from the authors’ page here.

### Instructors

**Kenneth Benoit** is Professor of Computational Social Science at the Department of Methodology, LSE. With a background in political science, his substantive work focuses on political party competition, political measurement issues, and electoral systems. His research and teaching is primarily in the field of social science statistical applications. His recent work concerns the quantitative analysis of text as data, for which he has developed a package for the R statistical software.

**Slava Jankin Mikhaylov** is Professor of Public Policy and Data Science at the Hertie School of Governance, Berlin. His current work focuses on embedding artificial intelligence and data science in public service delivery.

**Jack Blumenau** is a Lecturer in Quantitative Methods at the UCL Department of Political Science, and a Data Science Advisor to YouGov. He was previously an ESRC “Future Research Leader” post-doc in the Methodology Department at the LSE. His research is primarily in the fields of legislative and electoral politics.

**Gökhan Çiflikli** is a Senior Data Scientist at Attest. He specialises in interpretable machine learning, time-series forecasting, and natural language processing. He was previously a research officer in analytic software development in the Department of Methodology at the LSE.

### Assessment

#### Daily lab exercises

These are not assessed, but will form the practical materials for each day’s labs. See these instructions for how to access and work with each day’s exercise.

See https://lse-me314.github.io/instructions for detailed instructions on obtaining and working with each day’s lab materials.

#### Mid-term project

The class assignment for Day 5 will count as the mid-term assignment, which will count for 25% of the grade. The mid-term is available here.

#### Exam

Friday, 16 August. This will be a “take-home” exam. You are welcome to use a lab as a quiet room on Friday to complete the assignment, but you can also do this from home. Instructors will be available throughout the day by email for answering any procedural questions or clarifying anything about the exam that is unclear.

**Instructions:**The exam is here. Complete and submit the exam just as you would any lab assignment: by renaming the file, editing the R Markdown, knitting, and submitting through Moodle your knitted HTML file.**Formatting:**Put your own textual answers in boldface (using`**boldface type**`

in RMarkdown), so that we can easily identify them when reviewing your HTML file.**Deadline:**Monday 19 August 17:00 London time (GMT+1)

### Detailed Course Schedule

#### 1. Overview and introduction to data science

We will use this session to get to know the range of interests and experience students bring to the class, as well as to survey the machine learning approaches to be covered. We will also discuss and demonstrate the R software.

##### Resources

- Lecture Notes Part 1
- Lecture Notes Part 2
- Lab 1 materials
- Lab 1 solution as RMarkdown or as HTML.

##### Required reading

- James et al (2013), Chapters 1–2. Note: The book is available from the authors’ page here.
*An Introduction to R*.- Downloading and installing RStudio and R on your computer.
- Data Camp R tutorials.
- Data Camp R Markdown tutorials, first chapter.
- R Codeschool.
- Garrett Grolemund and Hadley Wickham (2016)
*R for Data Science*, O’Reilly Media, Chapters 1-3. Note: Online version is available from the authors’ page here.

##### Recommended Reading

- Patrick Burns, 2011.
*The R Inferno*. Available here. - Lantz, Ch. 2.

#### 2. The Shape of Data

This week introduces the concept of data “beyond the spreadsheet”, the rectangular format most common in statistical datasets. It covers relational structures and the concept of database normalization. We will also cover ways to restructure data from “wide” to “long” format, within strictly rectangular data structures. Additional topics concerning text encoding, date formats, and sparse matrix formats are also covered.

##### Resources

- Lecture Notes
- Lecture Notes as pdf
- Lab 2 materials
- Lab 2 solution as RMarkdown or as HTML.

##### Required reading

- Wickham, Hadley and Garett Grolemund. 2017.
*R for Data Science: Import, Tidy, Transform, Visualize, and Model Data*. Sebastopol, CA: O’Reilly. Part II Wrangle, Tibbles, Data Import, Tidy Data (Ch. 7-9 of the print edition).

##### Recommended Reading

- Reshaping data in Python: “Reshaping and Pivot Tables”.
- Robin Linderborg, “Reshaping Data in Python”, 20 Jan 2017.

#### 3. Working with Databases

We will return to database normalization, and how to implement this using good practice in a relational database manager, SQLite. We will cover how to structure data, verify data types, set conditions for data integrity, and perform complex queries to extract data from the database. We will also cover authentication and how to connect to local and remote databases.

##### Resources

- Lecture Notes
- Lecture Notes as pdf
- Lab 3 materials
- Lab 3 solution as RMarkdown or as HTML.

##### Required reading

- Lake, Peter.
*Concise Guide to Databases: A Practical Introduction*. Springer, 2013. Chapters 4-5, Relational Databases and NoSQL databases. - Nield, Thomas.
*Getting Started with SQL: A hands-on approach for beginners*. O’Reilly, 2016. Entire text.

##### Recommended Reading

- SQLite documentation.
- Bassett, L. 2015.
*Introduction to JavaScript Object Notation: A to-the-point Guide to JSON*. O’Reilly Media, Inc.

#### 4. Linear Regression

Linear regression model and supervised learning.

##### Resources

- Lecture Notes
- Lab 4 materials
- Lab 4 solution as RMarkdown or as HTML.

##### Required Reading

- James et al., Chapter 3.

##### Recommended Reading

- Zumel and Mount, Chapter 7.1.
- Lantz, Chapter 6

#### 5. Classification

Logistic regression, discriminant analysis, Naive Bayes, evaluating model performance.

##### Resources

- Lecture Notes
- Midterm/Lab 5 materials.
**This is also the mid-term exam.**] To submit this, you should upload your single HTML file to the Moodle page by Wednesday 7 August 19:00. - Assignment 5/mid-term solution as RMarkdown or as HTML.

##### Required Reading

- James et al., Chapter 4.

##### Recommended Reading

- Lesmeister, Chapter 3.
- Zumel and Mount, Chapters 5, 6, 7.2.
- Lantz, Chapters 3-4, 10.

#### 6. Non-linear models and tree-based methods

GAMs, local regression, decision trees, random forest, boosting.

##### Resources

- Lecture Notes
- Lab 6 materials
- Lab 6 solution as RMarkdown or as HTML.
##### Required Reading

- James et al., Chapter 7-8.

##### Recommended Reading

- Lesmeister, Chapter 6.
- Zumel and Mount, Chapter 9.1-9.3.
- Muchlinksi, D., Siroky, D., Jingrui, H., Kocher, M., (2016) “Comparing Random Forest with Logistic Regression for Predicting Class-Imbalanced Civil War Onset Data.”
*Political Analysis*, 24(1): 87-103.

#### 7. Resampling methods, model selection and regularization

Cross-validation, bootstrap, ridge and lasso.

##### Resources

- Lecture Notes
- Lab 7 materials
- Lab 7 solution as RMarkdown or as HTML.

##### Required Reading

- James et al., Chapter 5-6.

##### Recommended Reading

- Lesmeister, Chapter 4.

#### 8. Unsupervised learning and dimensional reduction

Cluster analysis, PCA, correspondence analysis, association rules.

##### Resources

- Lecture Notes
- Lab 8 materials
- Lab 8 solution as RMarkdown or as HTML.

##### Required reading

- James et al., Chapter 10.

##### Recommended Reading

- Lesmeister, Chapter 5, 8-9.
- Zumel and Mount, Chapter 8.
- Lantz, Chapters 8-9
- Leskovec et al., Chapter 11.

#### 9. Text analysis

Working with text in R, sentiment analysis, dictionary methods.

##### Resources

- Lecture Notes
- Lab 09 materials
- Lab 9 solution as RMarkdown or as HTML.

##### Required reading

- Grimmer, J, and B M Stewart (2013), ``Text as Data: the Promise and Pitfalls of Automatic Content Analysis Methods for Political Texts.’’
*Political Analysis*. - Benoit, Kenneth and Alexander Herzog. In press. ``Text Analysis: Estimating Policy Preferences From Written and Spoken Words.’’.’’ In
*Analytics, Policy and Governance*, eds. Jennifer Bachner, Kathyrn Wagner Hill, and Benjamin Ginsberg.

##### Recommended Reading

- Denny, M.J. and Spirling, A. (2018),``Text Preprocessing For Unsupervised Learning: Why It Matters, When It Misleads, And What To Do About It’’
*Political Analysis* - Spirling, A. (2012), ``Democratization and Linguistic Complexity: The Effect of Franchise Extension on Parliamentary Discourse, 1832–1915.’’
*Journal of Politics* - Herzog, A. and K. Benoit (2015), ``The most unkindest cuts: Speaker selection and expressed government dissent during economic crisis.’’
*Journal of Politics*, 77(4):1157–1175. - Benoit, K., Munger, K., and Spirling, A. ``Measuring and Explaining Political Sophistication Through Textual Complexity.’’,
*American Journal of Political Science*63(2, April): 491–508. 10.1111/ajps.12423.

#### 10. Text classification and scaling

Naive Bayes classifier, Wordscores, Wordfish, and correspondence analysis.

##### Resources

- Lecture Notes
- Lab 10 materials
- Lab 10 solution as RMarkdown or as HTML.

##### Required reading

Laver, M., Benoit, K., & Garry, J. (2003). Extracting Policy Positions from Political Texts Using Words as Data. American Political Science Review, 97(2), 311-331. doi:10.1017/S0003055403000698

Slapin, J. B. and Proksch, S. (2008), A Scaling Model for Estimating Time‐Series Party Positions from Texts. American Journal of Political Science, 52: 705-722. doi:10.1111/j.1540-5907.2008.00338.x

##### Recommended Reading

- Statsoft, “Naive Bayes Classifier Introductory Overview.”
- An online article by Paul Graham on classifying spam e-mail.
- Bionicspirit.com, 9 Feb 2012, “How to Build a Naive Bayes Classifier.”
- Lowe, W. (2008). Understanding wordscores. Political Analysis, 16(4), 356-371.
- Benoit, Kenneth and Paul Nulty. 2013. “Classification Methods for Scaling Latent Political Traits.” Presented at the Annual Meeting of the Midwest Political Science Association, April 11–14, Chicago.

#### 11. Topic modelling

Latent Dirichlet Allocation, Correlated Topic Model, Structural Topic Model.

##### Resources

- Lecture Notes
- Lab 11 materials <!—
- Lab 11 solution as RMarkdown or as HTML. —>

##### Required reading

- David Blei (2012). “Probabilistic topic models.””
*Communications of the ACM*, 55(4): 77-84. - Blei, David, Andrew Y. Ng, and Michael I. Jordan (2003). “Latent dirichlet allocation.”
*Journal of Machine Learning Research*3: 993-1022. - Blei, David (2014) “Build, Compute, Critique, Repeat: Data Analysis with Latent Variable Models.”
*Annual Review of Statistics and Its Application*, 1: 203-232.

##### Recommended Reading

- Blei, D. and J. Lafferty “Topic Models.” In
*Text Mining: Classification, clustering, and applications*, A. Srivastava and M. Sahami (eds.), pp 71-94, 2009. Chapter available here. - Blei, David M., and John D. Lafferty. “Dynamic topic models.” In
*Proceedings of the 23rd international conference on machine learning*, pp. 113-120. ACM, 2006. - Mimno, D. (April 2012). “Computational Historiography: Data Mining in a Century of Classics Journals.”
*Journal on Computing and Cultural Heritage*, 5 (1). - Lesmeister Chapter 12.

#### 12. Data from the Web

The promises and pitfalls of social media data. The Twitter API. The Facebook API. Web scraping. Ethics.

##### Resources

- Lecture Notes
- Lab 12 materials
- R script for twitteR lecture example
- R script for web scraping lecture example

##### Recommended Reading:

- Broniatowski, David A, Michael J Paul, and Mark Dredze. 2013. “National and Local Influenza Surveillance Through Twitter: an Analysis of the 2012-2013 Influenza Epidemic”
*PLoS ONE*8(12): 83672–78. PDF here - Barbera, Pablo., 2017. ``Less is more? How demographic sample weights can improve public opinion estimates based on Twitter data.’’
*Working Paper* - Munger, Kevin., 2017. ``Tweetment Effects on the Tweeted: Experimentally Reducing Racist Harassment’’
*Political Behaviour*39(3): 629-649 - Ginsberg et al., 2008. ``Detecting influenza epidemics using search engine query data’’
*Nature*457: 1012–1014. - Lazer et al., 2014. ``The Parable of Google Flu: Traps in Big Data Analysis’’
*Science*343: 1203-1205 - Earthquake shakes Twitter users: real-time event detection by social sensors
- http://rcrastinate.blogspot.co.uk/2015/02/mapping-world-with-tweets-including-gif.html
- https://github.com/pablobarbera/streamR
- Matthew Russell (2013).
*Mining the Social Web*. O’Reilly Media. 2nd edition.

##### To use the `rtweet`

package in R:

`rtweet`

vignette- Twitter Authentication setup:
- Twitter API documentation: